Easy and quick testing of customizable asset allocation strategies. Users can rely on their own data, or have the package automatically download data from Yahoo Finance (<https://finance.yahoo.com/>). Several pre-loaded portfolios with data are available, including some which are discussed in Faber (2015, ISBN:9780988679924).
| Version: | 1.0.0 |
| Depends: | R (≥ 2.10) |
| Imports: | PerformanceAnalytics, quantmod, RiskPortfolios, xts, zoo, NMOF, riskParityPortfolio |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2022-04-25 |
| Author: | Alexandre Rubesam |
| Maintainer: | Alexandre Rubesam <alexandre.rubesam at gmail.com> |
| BugReports: | https://github.com/rubetron/AssetAllocation/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/rubetron/AssetAllocation |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | AssetAllocation results |
| Reference manual: | AssetAllocation.pdf |
| Vignettes: |
AssetAllocation |
| Package source: | AssetAllocation_1.0.0.tar.gz |
| Windows binaries: | r-devel: AssetAllocation_1.0.0.zip, r-release: AssetAllocation_1.0.0.zip, r-oldrel: AssetAllocation_1.0.0.zip |
| macOS binaries: | r-release (arm64): AssetAllocation_1.0.0.tgz, r-oldrel (arm64): AssetAllocation_1.0.0.tgz, r-release (x86_64): AssetAllocation_1.0.0.tgz, r-oldrel (x86_64): AssetAllocation_1.0.0.tgz |
| Old sources: | AssetAllocation archive |
Please use the canonical form https://CRAN.R-project.org/package=AssetAllocation to link to this page.